+142.7%
WFC vs HPE
+506.0%
-363.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +2.3% |
| 7D | +0.3% | +1.4% | -1.1% | -0.7% |
| 30D | +2.3% | +1.5% | +0.7% | +0.7% |
| 3M | +9.8% | +21.7% | -12.0% | -1.2% |
| 6M | +15.6% | +164.2% | -148.6% | -29.7% |
| YTD | -2.4% | +132.1% | -134.5% | -37.3% |
| 1Y | +13.8% | +130.6% | -116.8% | -27.5% |
| 3Y | +134.6% | +244.1% | -109.5% | +14.2% |
| 5Y | +127.9% | +340.8% | -212.9% | -5.8% |
| All | +142.7% | +506.0% | -363.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling